Firefox is odd in that it's not consistent. When it's behaving well, it will download the file with a .part extension which Hazel will see and treat accordingly. But there are times when it doesn't do that. I filed a bug a while ago but it doesn't seem to be a high priority bug for them. Actually, I think at one point they questioned whether it was a bug. Personally, I think behavior that is described as "inconsistent" and "unpredictable" would quality but maybe that's just me.